+137.8%
MSTR vs SLV
+126.2%
+11.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -2.0% |
| 7D | -10.7% | +3.7% | -14.4% | -12.2% |
| 30D | -21.6% | -15.2% | -6.4% | -15.4% |
| 3M | +24.4% | -21.8% | +46.2% | +39.7% |
| 6M | -35.5% | -36.3% | +0.9% | -22.1% |
| YTD | -20.3% | -27.8% | +7.5% | -18.1% |
| 1Y | -49.3% | +1.5% | -50.8% | -57.8% |
| 3Y | +137.8% | +128.5% | +9.3% | +20.9% |
| All | +137.8% | +126.2% | +11.6% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling